Makes perfect sense, I like it. I've got strategies that work well in range bound markets, strategies that work well in trending markets and strategies but could never work out when the market is changing from trending to rangebound. This is a nice idea to show the change.renexxxx » Wed Nov 05, 2014 11:17 am wrote: What's the point of all this?
The market moves in waves. Some strategies are better suited for certain market conditions than others. The idea is to have several strategies (possibly basket) strategies running on several terminals and each of them produce a ProfitPlot-file at real time. By watching EquityMonitor, you can 'see' when a certain strategy is gaining (is in an upward-trend).
Will check out hopefully in the coming week.
Cheers,
Jem